+45.0%
ICE vs URA
+128.0%
-83.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.1% |
| 7D | -0.7% | +1.1% | -1.7% | -0.8% |
| 30D | +7.6% | +7.4% | +0.2% | +6.7% |
| 3M | +13.9% | -8.4% | +22.3% | +14.7% |
| 6M | -2.4% | -12.7% | +10.4% | -1.5% |
| YTD | +0.3% | +7.8% | -7.5% | -2.2% |
| 1Y | -6.4% | +19.5% | -25.9% | -10.9% |
| 3Y | +43.1% | +116.4% | -73.3% | +20.3% |
| All | +45.0% | +128.0% | -83.0% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling